Salt Industrials Total Sector Low Beta Index

Seeks to lower risk in a Industrials sector portfolio by overweighting the historically lower volatility stocks in the group.

Overview

The Salt Total Sector Low Beta Indices (“Sector Indices”) measure the performance of stocks organized into specific sectors, inversely weighted by their sensitivity to moves in the broader market (beta) in an attempt to reduce risk while maintaining focused sector exposure. The Sector Indices uses sectors defined by the Morningstar Global Equity Classification Structure (“GECS”) mapped to each component of the Solactive US Large & Midcap Index (the top 1000 US stocks ranked by market capitalization, the “Base Index”).

The Salt Industrials Total Sector Low Beta Index (ticker: SFLBI) tracks the performance of all Industrials stocks in the Base Index, weighted by their inverse truBeta® squared.

Key Facts

Ticker SFLBI
Type Total Return
Weighting Inverse Beta
Rebalancing Quarterly
Base Date Mar 19, 1999
Inception Date Jun 10, 2020
Calculation Agent Salt Financial Indices LLC

Performance